• Title/Summary/Keyword: sampling importance resampling

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Evolution Strategies Based Particle Filters for Nonlinear State Estimation

  • Uosaki, Katsuji;Kimura, Yuuya;Hatanaka, Toshiharu
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.559-564
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    • 2003
  • Recently, particle filters have attracted attentions for nonlinear state estimation. They evaluate a posterior probability distribution of the state variable based on observations in simulation using so-called importance sampling. However, degeneracy phenomena in the importance weights deteriorate the filter performance. A new filter, Evolution Strategies Based Particle Filter, is proposed to circumvent this difficulty and to improve the performance. Numerical simulation results illustrate the applicability of the proposed idea.

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Design of the Target Estimation Filter based on Particle Filter Algorithm for the Multi-Function Radar (파티클 필터 알고리즘을 이용한 다기능레이더 표적 추적 필터 설계)

  • Moon, Jun
    • Journal of the Korea Institute of Military Science and Technology
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    • v.14 no.3
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    • pp.517-523
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    • 2011
  • The estimation filter in radar systems must track targets' position within low tracking error. In the Multi-Function Radar(MFR), ${\alpha}-{\beta}$ filter and Kalman filter are widely used to track single or multiple targets. However, due to target maneuvering, these filters may not reduce tracking error, therefore, may lost target tracks. In this paper, a target tracking filter based on particle filtering algorithm is proposed for the MFR. The advantage of this method is that it can track targets within low tracking error while targets maneuver and reduce impoverishment of particles by the proposed resampling method. From the simulation results, the improved tracking performance is obtained by the proposed filtering algorithm.

Frequency Analysis Using Bootstrap Method and SIR Algorithm for Prevention of Natural Disasters (풍수해 대응을 위한 Bootstrap방법과 SIR알고리즘 빈도해석 적용)

  • Kim, Yonsoo;Kim, Taegyun;Kim, Hung Soo;Noh, Huisung;Jang, Daewon
    • Journal of Wetlands Research
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    • v.20 no.2
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    • pp.105-115
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    • 2018
  • The frequency analysis of hydrometeorological data is one of the most important factors in response to natural disaster damage, and design standards for a disaster prevention facilities. In case of frequency analysis of hydrometeorological data, it assumes that observation data have statistical stationarity, and a parametric method considering the parameter of probability distribution is applied. For a parametric method, it is necessary to sufficiently collect reliable data; however, snowfall observations are needed to compensate for insufficient data in Korea, because of reducing the number of days for snowfall observations and mean maximum daily snowfall depth due to climate change. In this study, we conducted the frequency analysis for snowfall using the Bootstrap method and SIR algorithm which are the resampling methods that can overcome the problems of insufficient data. For the 58 meteorological stations distributed evenly in Korea, the probability of snowfall depth was estimated by non-parametric frequency analysis using the maximum daily snowfall depth data. The results of frequency based snowfall depth show that most stations representing the rate of change were found to be consistent in both parametric and non-parametric frequency analysis. According to the results, observed data and Bootstrap method showed a difference of -19.2% to 3.9%, and the Bootstrap method and SIR(Sampling Importance Resampling) algorithm showed a difference of -7.7 to 137.8%. This study shows that the resampling methods can do the frequency analysis of the snowfall depth that has insufficient observed samples, which can be applied to interpretation of other natural disasters such as summer typhoons with seasonal characteristics.

Visual Attention Model Based on Particle Filter

  • Liu, Long;Wei, Wei;Li, Xianli;Pan, Yafeng;Song, Houbing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.8
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    • pp.3791-3805
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    • 2016
  • The visual attention mechanism includes 2 attention models, the bottom-up (B-U) and the top-down (T-D), the physiology of which have not yet been accurately described. In this paper, the visual attention mechanism is regarded as a Bayesian fusion process, and a visual attention model based on particle filter is proposed. Under certain particular assumed conditions, a calculation formula of Bayesian posterior probability is deduced. The visual attention fusion process based on the particle filter is realized through importance sampling, particle weight updating, and resampling, and visual attention is finally determined by the particle distribution state. The test results of multigroup images show that the calculation result of this model has better subjective and objective effects than that of other models.

Particle Filter Performance for Ultra-tightly GPS/INS integration (파티클 필터의 GPS/INS 초강결합 성능분석)

  • Park, Jin-Woo;Yang, Cheol-Kwan;Shim, Duk-Sun
    • Journal of Institute of Control, Robotics and Systems
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    • v.14 no.8
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    • pp.785-791
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    • 2008
  • Ultra-tightly coupled GPS/INS integration has been reported to show better navigation performance than that of other integration methods such as loosely coupled and tightly coupled integration. This paper uses the particle filter for ultra-tightly coupled GPS/INS integration and analyzes the navigation performance according to vehicle trajectory and the number of particles. The navigation performance of particle filter is compared with those of EKF and UKF.